Post #3024 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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1 yr Return is one of the best nonlinear factors machine learning finds using decision trees
however, it doesn’t work at all for linear regression so it probably should be one of the last
factors in a screen.
% from 52Wk high is my 8th best factor using machine learning linear regression, probably
best as one of the first factors in a screen.

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